| Metric | 11396324:btcusd:triple_med_gx:lsma105_120 | 11396324:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -1.68% | 61.16% |
| Max Drawdown | -9.82% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.09 | 0.85 |
| Payoff Ratio | 0.91 | 0.86 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.37 | 0.49 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 165.51 | 2.37 |
| Outlier Loss Ratio | 3.61 | 2.17 |
| Volatility (ann.) | 4.18% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.17 | 2.0 |
| Skew | -15.25 | 0.21 |
| Kurtosis | 492.1 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.74% |
| Expected Yearly % | -0.84% | 26.95% |
| Kelly Criterion | -19.35% | -4.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.13% |
| Expected Shortfall (cVaR) | -0.36% | -2.13% |
| Year | 11396324:BTCUSD | 11396324:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.32 | 0.14 | - |
| 2025 | 16.76 | -6.65 | -0.40 | - |
| Metric | 11396324:btcusd:triple_med_gx:lsma105_120 | 11396324:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | -1.1% | 31.46% |
| 6M | -6.49% | 12.77% |
| YTD | -6.65% | 16.76% |
| 1Y | -2.79% | 56.84% |
| 3Y (ann.) | -1.64% | 59.12% |
| 5Y (ann.) | -1.64% | 59.12% |
| Metric | 11396324:btcusd:triple_med_gx:lsma105_120 | 11396324:BTCUSD |
|---|---|---|
| Max Drawdown | -9.82% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -1.27% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | -0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -9.82 | 184 |
| 2024-08-11 | 2024-09-12 | -1.05 | 31 |
| 2024-12-07 | 2024-12-08 | -0.51 | 1 |
| 2024-09-12 | 2024-10-14 | -0.25 | 32 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| 2024-08-10 | 2024-08-11 | -0.18 | 0 |
| Metric | 11396324:btcusd:triple_med_gx:lsma105_120 | 11396324:BTCUSD |
|---|---|---|
| Best Day | 1.95% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 3.02% | 18.93% |
| Worst Week | -5.2% | -12.33% |
| Best Month | 3.02% | 37.42% |
| Worst Month | -5.52% | -17.69% |
| Best Year | 5.32% | 38.02% |
| Worst Year | -6.65% | 16.76% |
| Avg. Up Day | 0.64% | 0.71% |
| Avg. Down Day | -0.71% | -0.83% |
| Avg. Up Week | 1.08% | 5.27% |
| Avg. Down Week | -2.98% | -3.23% |
| Avg. Up Month | 1.48% | 17.44% |
| Avg. Down Month | -2.88% | -4.68% |
| Win Days % | 43.28% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |